Understanding Trading Latencies
Regardless of how fast a transaction occurs, there will always be some delay due to the number and types of…
Why do you need a FX aggregator?
FX Market microstructure In order to understand FX aggregators, we need to understand how the forex market is structured. Unlike in…
Biography of an HFT startup
I strongly recommend reading carefully the story behind how this guy could build his own HFT firm. It’s a fascinating…
How do I design high-frequency trading systems and its architecture. Part III
This is the last part of 3 series of articles I’ve been writing. In this part, I’m going to explain…
Witnessing HFT’s return
The platform was created from scratch, using lightweight C++ code. I was especially focused on the architecture of the software,…